Coherent feedback is a non-measurement based, hence a back-action free, method of control for quantum systems. A typical application of this control scheme is squeezing enhancement, a purely non-classical effect in quantum optics. In this technical note we report its first experimental demonstration that well agrees with the theory taking into account time delays and losses in the coherent feedback loop. The results clarify both the benefit and the limitation of coherent feedback control in a practical situation.